Borradores de Economia
Número:
894
Publicado:
Clasificación JEL:
C11, C23, C51, D24, G21, G32
Palabras clave:
Bank Efficiency, Bayesian Inference, heterogeneity, Random Parameters

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We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are